更新時間: |
2025年2月14日
PM 6:10:55 |
恒生指數期權引伸波幅分析 |
日期 |
恒指波幅指數 |
恒生指數 |
20天歷史波幅 |
5天平均數 |
溢價 |
期權引伸波幅合理值 |
偏高 / 偏低 |
30/12/24 |
22.330% |
20041.42 |
17.779% |
19.166% |
+3.164% |
19.166% |
+3.164% |
31/12/24 |
22.350% |
20059.95 |
17.664% |
18.728% |
+3.622% |
22.881% |
-0.531% |
02/01/25 |
22.590% |
19623.32 |
19.117% |
18.554% |
+4.036% |
22.364% |
+0.226% |
03/01/25 |
22.240% |
19760.27 |
18.694% |
18.263% |
+3.977% |
21.863% |
+0.377% |
06/01/25 |
22.280% |
19688.29 |
18.726% |
18.396% |
+3.884% |
21.569% |
+0.711% |
07/01/25 |
23.240% |
19447.58 |
19.105% |
18.661% |
+4.579% |
21.727% |
+1.513% |
08/01/25 |
23.160% |
19279.84 |
18.202% |
18.769% |
+4.391% |
21.698% |
+1.462% |
09/01/25 |
22.780% |
19240.89 |
15.325% |
18.010% |
+4.770% |
20.673% |
+2.107% |
10/01/25 |
22.800% |
19064.29 |
15.317% |
17.335% |
+5.465% |
19.756% |
+3.044% |
13/01/25 |
23.460% |
18874.14 |
15.200% |
16.630% |
+6.830% |
18.542% |
+4.918% |
14/01/25 |
24.140% |
19219.78 |
16.650% |
16.139% |
+8.001% |
17.862% |
+6.278% |
15/01/25 |
23.460% |
19286.07 |
14.664% |
15.431% |
+8.029% |
16.952% |
+6.508% |
16/01/25 |
22.470% |
19522.89 |
15.006% |
15.367% |
+7.103% |
16.756% |
+5.714% |
17/01/25 |
22.470% |
19584.06 |
14.953% |
15.294% |
+7.176% |
16.551% |
+5.919% |
20/01/25 |
24.260% |
19925.81 |
15.928% |
15.440% |
+8.820% |
16.328% |
+7.932% |
21/01/25 |
24.500% |
20106.55 |
16.049% |
15.320% |
+9.180% |
16.075% |
+8.425% |
22/01/25 |
21.860% |
19778.77 |
17.095% |
15.806% |
+6.054% |
16.455% |
+5.405% |
23/01/25 |
21.550% |
19700.56 |
16.990% |
16.203% |
+5.347% |
16.735% |
+4.815% |
24/01/25 |
22.390% |
20066.19 |
17.997% |
16.812% |
+5.578% |
17.226% |
+5.164% |
27/01/25 |
24.240% |
20197.77 |
18.129% |
17.252% |
+6.988% |
17.252% |
+6.988% |
28/01/25 |
24.590% |
20225.11 |
18.070% |
17.656% |
+6.934% |
22.007% |
+2.583% |
03/02/25 |
25.940% |
20217.26 |
18.070% |
17.851% |
+8.089% |
21.370% |
+4.570% |
04/02/25 |
27.520% |
20789.96 |
18.548% |
18.163% |
+9.357% |
21.594% |
+5.926% |
05/02/25 |
26.030% |
20597.09 |
18.833% |
18.330% |
+7.700% |
21.642% |
+4.388% |
06/02/25 |
25.180% |
20891.62 |
19.222% |
18.549% |
+6.631% |
21.748% |
+3.432% |
07/02/25 |
25.580% |
21133.54 |
18.915% |
18.718% |
+6.862% |
21.793% |
+3.787% |
10/02/25 |
26.930% |
21521.98 |
19.290% |
18.962% |
+7.968% |
21.610% |
+5.320% |
11/02/25 |
25.480% |
21294.86 |
20.099% |
19.272% |
+6.208% |
21.805% |
+3.675% |
12/02/25 |
26.860% |
21857.92 |
21.152% |
19.736% |
+7.124% |
22.167% |
+4.693% |
13/02/25 |
27.490% |
21814.37 |
21.274% |
20.146% |
+7.344% |
22.463% |
+5.027% |
14/02/25 |
29.540% |
22620.33 |
22.305% |
20.824% |
+8.716% |
23.048% |
+6.492% |
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國企指數期權引伸波幅分析 |
日期 |
國指波幅指數 |
國企指數 |
20天歷史波幅 |
5天平均數 |
溢價 |
期權引伸波幅合理值 |
偏高 / 偏低 |
30/12/24 |
25.300% |
7280.48 |
19.879% |
21.401% |
+3.899% |
21.401% |
+3.899% |
31/12/24 |
25.090% |
7289.89 |
19.766% |
20.932% |
+4.158% |
25.574% |
-0.484% |
02/01/25 |
25.350% |
7090.56 |
21.860% |
20.851% |
+4.499% |
25.133% |
+0.217% |
03/01/25 |
25.140% |
7159.28 |
21.653% |
20.684% |
+4.456% |
24.761% |
+0.379% |
06/01/25 |
25.280% |
7135.48 |
21.652% |
20.962% |
+4.318% |
24.578% |
+0.702% |
07/01/25 |
26.380% |
7049.71 |
21.984% |
21.383% |
+4.997% |
24.896% |
+1.484% |
08/01/25 |
26.120% |
6990.65 |
20.996% |
21.629% |
+4.491% |
25.004% |
+1.116% |
09/01/25 |
25.760% |
6978.97 |
17.802% |
20.818% |
+4.942% |
23.895% |
+1.865% |
10/01/25 |
25.980% |
6898.15 |
17.809% |
20.049% |
+5.931% |
22.848% |
+3.132% |
13/01/25 |
26.710% |
6843.71 |
17.629% |
19.244% |
+7.466% |
21.457% |
+5.253% |
14/01/25 |
27.370% |
6987.36 |
19.016% |
18.651% |
+8.719% |
20.642% |
+6.728% |
15/01/25 |
26.960% |
7011.60 |
16.769% |
17.805% |
+9.155% |
19.560% |
+7.400% |
16/01/25 |
25.840% |
7098.76 |
17.127% |
17.670% |
+8.170% |
19.267% |
+6.573% |
17/01/25 |
25.880% |
7108.81 |
17.074% |
17.523% |
+8.357% |
18.963% |
+6.917% |
20/01/25 |
27.620% |
7235.71 |
17.824% |
17.562% |
+10.058% |
18.572% |
+9.048% |
21/01/25 |
27.280% |
7320.88 |
18.141% |
17.387% |
+9.893% |
18.244% |
+9.036% |
22/01/25 |
24.670% |
7177.14 |
19.501% |
17.934% |
+6.736% |
18.670% |
+6.000% |
23/01/25 |
24.260% |
7164.22 |
19.332% |
18.375% |
+5.885% |
18.978% |
+5.282% |
24/01/25 |
24.640% |
7312.16 |
20.413% |
19.042% |
+5.598% |
19.512% |
+5.128% |
27/01/25 |
26.880% |
7382.81 |
20.665% |
19.610% |
+7.270% |
19.610% |
+7.270% |
28/01/25 |
27.460% |
7382.13 |
20.557% |
20.093% |
+7.367% |
25.045% |
+2.415% |
03/02/25 |
28.830% |
7384.11 |
20.553% |
20.304% |
+8.526% |
24.306% |
+4.524% |
04/02/25 |
30.710% |
7643.63 |
21.012% |
20.640% |
+10.070% |
24.539% |
+6.171% |
05/02/25 |
29.190% |
7566.27 |
21.276% |
20.813% |
+8.377% |
24.573% |
+4.617% |
06/02/25 |
28.870% |
7690.35 |
21.709% |
21.021% |
+7.849% |
24.647% |
+4.223% |
07/02/25 |
29.250% |
7784.07 |
21.404% |
21.191% |
+8.059% |
24.672% |
+4.578% |
10/02/25 |
30.790% |
7946.81 |
21.853% |
21.451% |
+9.339% |
24.446% |
+6.344% |
11/02/25 |
29.450% |
7842.72 |
22.901% |
21.829% |
+7.621% |
24.697% |
+4.753% |
12/02/25 |
30.630% |
8058.08 |
23.727% |
22.319% |
+8.311% |
25.069% |
+5.561% |
13/02/25 |
31.340% |
8002.63 |
24.246% |
22.826% |
+8.514% |
25.451% |
+5.889% |
14/02/25 |
33.820% |
8331.40 |
25.408% |
23.627% |
+10.193% |
26.150% |
+7.670% |
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